| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 798098.5213 | 647021.6474 | 151076.8739 | 2972775.112 | 371059.7333 | 2601715.3786 |
| Total P&L (%) | 798.0985 | 647.0216 | 151.0769 | 2972.7751 | 371.0597 | 2601.7154 |
| Avg Daily Profit (%) | 0.4116 | 0.3336 | 0.0779 | 0.1768 | 0.08 | 0.1701 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129387 | -82552 | -86536 | -2079002 | -1307042 | -849882 |
| Profit Factor | 2.4525 | 3.3966 | 1.5405 | 1.5733 | 1.1342 | 2.0745 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
| Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
| Profitability (%) | 41.6667 | 35.1852 | 48.1481 | 41.6667 | 35.1852 | 48.1481 |
| Ratio Avg Win / Avg Loss | 3.4335 | 6.2569 | 1.6591 | 2.2026 | 2.0894 | 2.2341 |
| Largest Winning Trade | 319699 | 319699 | 58120 | 1031391 | 742451 | 1031391 |
| Largest Losing Trade | -33417 | -18683 | -33417 | -849882 | -432170 | -849882 |
| Avg Bars in Trades | 71 | 57 | 84 | 71 | 57 | 84 |
| Avg Bars in Winners | 124 | 101 | 140 | 124 | 101 | 140 |
| Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
| Bars Traded | 7670 | 3083 | 4588 | 7670 | 3083 | 4588 |
| Profit Streak | 41.9439 | 41.9439 | 51.1939 | 41.9439 | 41.9439 | 51.1939 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 451907 | -169868 | -266479 | 314566 | -343507 | -168484 |
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7757,
"evaluation_days": 1939.25,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1592200800000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759487950604,
"expiration_time": 1764497736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 218,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 13,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
798098.5213137298,
647021.647364942,
151076.8739487879,
2972775.111981048,
371059.733349339,
2601715.3786317096
],
[
798.098521,
647.021647,
151.076874,
2972.775112,
371.059733,
2601.715379
],
[
0.41155,
0.333645,
0.077905,
0.176779,
0.07995,
0.170132
],
[
10,
10,
10,
10,
10,
10
],
[
-129387,
-82552,
-86536,
-2079002,
-1307042,
-849882
],
[
2.452516,
3.396627,
1.540549,
1.573287,
1.134235,
2.07454
],
[
108,
54,
54,
108,
54,
54
],
[
45,
19,
26,
45,
19,
26
],
[
63,
35,
28,
63,
35,
28
],
[
41.666667,
35.185185,
48.148148,
41.666667,
35.185185,
48.148148
],
[
3.433522,
6.256945,
1.659053,
2.202601,
2.08938,
2.23412
],
[
319699,
319699,
58120,
1031391,
742451,
1031391
],
[
-33417,
-18683,
-33417,
-849882,
-432170,
-849882
],
[
71,
57,
84,
71,
57,
84
],
[
124,
101,
140,
124,
101,
140
],
[
33,
33,
33,
33,
33,
33
],
[
7670,
3083,
4588,
7670,
3083,
4588
],
[
41.943873,
41.943873,
51.193873,
41.943873,
41.943873,
51.193873
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
451907,
-169868,
-266479,
314566,
-343507,
-168484
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7757,
"evaluation_days": 1939.25,
"actual_first_datapoint_time": 1591941600000,
"first_datapoint_time": 1592200800000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759487950604,
"expiration_time": 1764497736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 218,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 13,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|